+39.7%
HAL vs ESI
+28.5%
+11.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.8% |
| 7D | -12.0% | -8.5% | -3.5% | -9.6% |
| 30D | +0.3% | -15.7% | +15.9% | +5.4% |
| 3M | -1.6% | -18.2% | +16.6% | +3.9% |
| 6M | -20.5% | -28.8% | +8.4% | -13.3% |
| YTD | +14.2% | +26.3% | -12.0% | -3.0% |
| 1Y | +18.9% | +18.2% | +0.6% | +3.5% |
| 3Y | -13.7% | +68.1% | -81.8% | -37.4% |
| All | +39.7% | +28.5% | +11.3% | +9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ESI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling